GitHub - sug-prabhakaran/aps502_fin_eng_project_portfolio_optimization: Course project to use Markovitz' Modern Portfolio Theory (MPT) to optimize portfolio using mean-variance theory.

sug-prabhakaran / aps502_fin_eng_project_portfolio_optimization Public

Course project to use Markovitz' Modern Portfolio Theory (MPT) to optimize portfolio using mean-variance theory.

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Name		Name	Last commit message	Last commit date
Latest commit History 2 Commits
ACN.csv		ACN.csv
ACN2.csv		ACN2.csv
APS502 - Computational Project - Prabhakaran - 994126815 .pdf		APS502 - Computational Project - Prabhakaran - 994126815 .pdf
BR.csv		BR.csv
BR2.csv		BR2.csv
CBOE.csv		CBOE.csv
CBOE2.csv		CBOE2.csv
CME.csv		CME.csv
CME2.csv		CME2.csv
EEMV.csv		EEMV.csv
EEMV2.csv		EEMV2.csv
GOVT.csv		GOVT.csv
GOVT2.csv		GOVT2.csv
ICE.csv		ICE.csv
ICE2.csv		ICE2.csv
README.md		README.md
SPY.csv		SPY.csv
SPY2.csv		SPY2.csv
aps502_computational_project_prabhakaran.m		aps502_computational_project_prabhakaran.m
aps502_winter21_computational_project_prabhakaran_994126815.pdf		aps502_winter21_computational_project_prabhakaran_994126815.pdf